+213.9%
CAT vs GEN
+33.3%
+180.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | +7.4% | +2.0% | +5.4% | +7.2% |
| 30D | -19.7% | +27.7% | -47.4% | -22.3% |
| 3M | -29.6% | +3.3% | -32.9% | -29.8% |
| 6M | -33.2% | +31.8% | -65.0% | -36.9% |
| YTD | +5.7% | +13.5% | -7.8% | +3.1% |
| 1Y | +9.3% | +16.0% | -6.7% | +6.0% |
| 3Y | +158.3% | +70.6% | +87.8% | +126.1% |
| All | +213.9% | +33.3% | +180.6% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling